def run(self):
database = {'user': '******', 'database': 'blackbox', 'host': "192.168.0.8"}
Symbol.set_info_provider(MySQLSymbolProvider(database))
provider = MySQLProvider(database, Symbol.get('EURUSD:CUR'), MarketDataPeriod.HOUR_1)
self.file_handle = open(r"market_data_d1.pkl", "wb")
provider.startPublishing(lambda symbol, quote: self.add_quote(quote))
self.file_handle.close()
def run(self):
database = {
'user': '******',
'database': 'blackbox',
'host': "192.168.0.8"
}
Symbol.set_info_provider(MySQLSymbolProvider(database))
provider = MySQLProvider(database, Symbol.get('EURUSD:CUR'),
MarketDataPeriod.HOUR_1)
self.file_handle = open(r"market_data_d1.pkl", "wb")
provider.startPublishing(lambda symbol, quote: self.add_quote(quote))
self.file_handle.close()
def tick_handler(self, symbol, tick):
try:
self.cursor.execute("INSERT INTO tick_data2(symbol_id, timestamp, bid, offer) VALUES(%s, %s, %s, %s)", (symbol.identifier, tick.timestamp.timestamp(), tick.bid, tick.offer))
self.totalTicks += 1
if self.totalTicks >= 100000:
self._db_connection.commit()
logging.debug("Commited %s" % (self.totalTicks,))
self.totalTicks = 0
except connector.errors.IntegrityError as e:
# probably a duplicate entry
pass
if __name__ == '__main__':
logging.basicConfig(format='%(asctime)s %(message)s', level=logging.DEBUG)
database = {'user': '******', 'database': 'blackbox', 'host': "192.168.0.8"};
Symbol.set_info_provider(MySQLSymbolProvider(database))
parser = argparse.ArgumentParser(description='Parse CSV Tick data into sqlite db.')
parser.add_argument("-s", "--symbol", dest="symbol", required=True, help="symbol identifier")
parser.add_argument("-u", "--user", dest="user", default="blackbox", help="mysql host")
parser.add_argument("-x", "--host", dest="host", default="localhost", help="mysql host")
parser.add_argument("-d", "--database", dest="database", default="blackbox", help="mysql database")
parser.add_argument("-i", "--in", dest="in_filename", help="csv file to read")
args = parser.parse_args()
input_files = glob.glob(os.path.expanduser(os.path.expandvars(args.in_filename)))
logging.debug("Processing %s files: %s" % (len(input_files), input_files))
h = Handler(args.symbol, args.user, args.database, args.host, input_files)
self._db_connection.commit()
logging.debug("Commited %s" % (self.totalTicks, ))
self.totalTicks = 0
except connector.errors.IntegrityError as e:
# probably a duplicate entry
pass
if __name__ == '__main__':
logging.basicConfig(format='%(asctime)s %(message)s', level=logging.DEBUG)
database = {
'user': '******',
'database': 'blackbox',
'host': "192.168.0.8"
}
Symbol.set_info_provider(MySQLSymbolProvider(database))
parser = argparse.ArgumentParser(
description='Parse CSV Tick data into sqlite db.')
parser.add_argument("-s",
"--symbol",
dest="symbol",
required=True,
help="symbol identifier")
parser.add_argument("-u",
"--user",
dest="user",
default="blackbox",
help="mysql host")
parser.add_argument("-x",
"--host",
def setUp(self):
Symbol.set_info_provider(DummySymbolProvider())
self.cursor.execute("CREATE INDEX tick_data_timestamp_idx ON tick_data(timestamp)")
for filename in input_files:
logging.info("Processing '%s'" % (filename,))
data = CSVProvider(Symbol.get(symbol), filename)
data.start_publishing(self.tickHandler)
def tickHandler(self, symbol, tick):
self.pending.append((symbol.identifier, tick.timestamp, tick.bid, tick.offer))
if len(self.pending) >= 10000:
self.cursor.executemany("INSERT INTO tick_data(symbol, timestamp, bid, offer) VALUES(?, ?, ?, ?)", self.pending)
self.totalTicks += len(self.pending)
self.pending.clear()
self.conn.commit()
logging.debug("Commited %s" % (self.totalTicks,))
if __name__ == '__main__':
logging.basicConfig(format='%(asctime)s %(message)s', level=logging.DEBUG)
Symbol.set_info_provider("")
parser = argparse.ArgumentParser(description='Parse CSV Tick data into sqlite db.')
parser.add_argument("-a", "--symbol", dest="symbol", required=True, help="symbol identifier")
parser.add_argument("-o", "--out", dest="db_filename", default="data.store", help="sqlite filename")
parser.add_argument("-i", "--in", dest="in_filename", help="csv file to read")
args = parser.parse_args()
input_files = glob.glob(os.path.expanduser(os.path.expandvars(args.in_filename)))
h = Handler(args.symbol, args.db_filename, input_files)
def setUp(self):
Symbol.set_info_provider(DummySymbolProvider())
logging.basicConfig(format='%(asctime)s %(message)s', level=logging.DEBUG)
self.position = None
def setUp(self):
Symbol.set_info_provider("1")
def setUp(self):
Symbol.set_info_provider(DummySymbolProvider())
self.callbackQuote = []
def setUp(self):
Symbol.set_info_provider(DummySymbolProvider())
self.order_router = TestOrderRouter()
self.algo = NakedBigShadow(10, 50, 100, MarketDataPeriod.HOUR_1)
self.context = Context(10000, OrderBook(self.order_router, BacktestOrderbookPersist()), self.algo.analysis_symbols(), self.algo.quote_cache_size())
